Middle East Technical University Institute of Applied Mathematics Seminars

BSDE with Singular Terminal Conditions
Alexandre Popier
Department of Mathematics, Le Mans University, France
Özet : In this talk, we first motivate the use of singular terminal conditions: final trace of the solution of some semilinear PDEs or optimal control problems with constraints. Then we present some results concerning the existence of minimal supersolutions for a wide class of generators. Finally, we explain how the continuity problem (continuity of the solution at the terminal time) can be solved in some specific cases. This talk is based on several papers with T. Kruse, D. Marushkevych and D. Sezer.
  Tarih : 15.10.2019
  Saat : 15:40
  Yer : Hayri Körezlioğlu Seminar Room, IAM
  Dil : English
  Web : http://iam.metu.edu.tr/event-calendars#colloquia
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